Set-indexed processes with independent i
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R.M. Balan
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Article
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2002
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Elsevier Science
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English
โ 139 KB
Set-indexed process with independent increments are described by 'convolution systems'; the construction of such a process is given using Kolmogorov's extension theorem. When we specialize to the case of Lร evy processes, we obtain a double characterization in terms of their characteristic functions